CONSULTING GROUP CAPITAL MARKETS FUNDS
NSAR-A, 2000-01-06
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<PAGE>      PAGE  1
000 A000000 09/30/1999
000 C000000 875186
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 6.1
000 J000000 A
001 A000000 CONSULTING GROUP CAPITAL MARKETS FUNDS
001 B000000 811-6318
001 C000000 2128166560
002 A000000 388 GREENWICH STREET
002 B000000 NEW YORK
002 C000000 NY
002 D010000 10013
003  000000 N
004  000000 N
005  000000 N
006  000000 N
007 A000000 Y
007 B000000  1
007 C010100  1
007 C020100 MULTI-STRATEGY MARKET NEUTRAL
007 C030100 N
007 C010200  2
007 C010300  3
007 C010400  4
007 C010500  5
007 C010600  6
007 C010700  7
007 C010800  8
007 C010900  9
007 C011000 10
008 A00AA01 PEQNSUS INVESTMENTS
008 B00AA01 S
008 C00AA01 801-000000
008 D01AA01 BOSTON
008 D02AA01 MA
008 D03AA01 02108
008 A00AA02 STATE STREET GLOBAL ADVISOR
008 B00AA02 S
008 C00AA02 801-000000
008 D01AA02 BOSTON
008 D02AA02 MA
008 D03AA02 02110
008 A00AA03 CALANOS ASSET MANAGEMENT
008 B00AA03 S
008 C00AA03 801-000000
008 D01AA03 NAPEEVILLE
008 D02AA03 IL
<PAGE>      PAGE  2
008 D03AA03 60653
010 A00AA01 SALOMON SMITH BARNEY
010 B00AA01 000000000
010 C01AA01 NEW YORK
010 C02AA01 NY
010 C03AA01 10013
011 A00AA01 CFBDS, INC.
011 B00AA01 8-00000000
011 C01AA01 NEW YORK
011 C02AA01 NY
011 C03AA01 10013
012 A00AA01 FIRST DATA INVESTORS SERVICES GROUP
012 B00AA01 84-0000000
012 C01AA01 BOSTON
012 C02AA01 MA
012 C03AA01 02109
013 A00AA01 KPMG PEAT MARWICK LLP
013 B01AA01 NEW YORK
013 B02AA01 NY
013 B03AA01 10017
015 A00AA01 PNC BANK NA
015 B00AA01 C
015 C01AA01 PHILADELPHIA
015 C02AA01 PA
015 C03AA01 19103
015 E01AA01 X
018  00AA00 Y
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019 B00AA00  167
019 C00AA00 BARNEY0000
020 A000001 ACCESS SECURITIES
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020 C000001     36
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020 B000002 11-2418191
020 C000002     18
020 A000003 DEUTSCHE BANK
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020 C000003     16
020 A000004 BEAR STEARNS
020 B000004 13-3299429
020 C000004      5
020 A000005 OPPENHEMIER
020 B000005 N/A
020 C000005      4
020 A000006 JEFFERIES
020 B000006 N/A
020 C000006      2
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020 B000007 13-2638166
020 C000007      2
<PAGE>      PAGE  3
020 A000008 INVESTMENT TECH
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020 C000008      1
020 A000009 GOLDMAN SACHS
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020 A000010 CS FIRST BOSTON
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022 A000006 BEAR STEARNS
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022 A000007 MCMAHON
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<PAGE>      PAGE  4
023 D000000       2117
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054 J00AA00 N
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<PAGE>      PAGE  5
028 A020100         0
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<PAGE>      PAGE  6
046  000100 Y
047  000100 Y
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049  000100 N
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062 F000100   0.0
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062 Q000100   0.0
062 R000100   0.0
063 A000100   0
<PAGE>      PAGE  7
063 B000100  0.0
066 A000100 Y
066 D000100 Y
067  000100 N
068 A000100 N
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070 D020100 N
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070 E020100 N
070 F010100 Y
070 F020100 N
070 G010100 Y
070 G020100 N
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070 H020100 N
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070 I020100 N
070 J010100 Y
070 J020100 N
070 K010100 N
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070 L010100 Y
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070 O010100 Y
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<PAGE>      PAGE  8
072 E000100        0
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<PAGE>      PAGE  9
074 R020100    16981
074 R030100      175
074 R040100      113
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074 T000100    24032
074 U010100     2849
074 U020100        0
074 V010100     8.44
074 V020100     0.00
074 W000100   0.0000
074 X000100        0
074 Y000100        0
075 A000100        0
075 B000100    18692
076  000100     0.00
SIGNATURE   IRVING P. DAVID
TITLE       CONTROLLER



<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0000875186
<NAME> CONSULTING GROUP CAPITAL MARKETS FUNDS
<SERIES>
   <NUMBER> 1
   <NAME> MULTI-STRATEGY MARKET NEUTRAL

<S>                             <C>
<PERIOD-TYPE>                   6-MOS
<FISCAL-YEAR-END>                          MAR-31-2000
<PERIOD-END>                               SEP-30-1999
<INVESTMENTS-AT-COST>                       24,800,480
<INVESTMENTS-AT-VALUE>                      24,517,203
<RECEIVABLES>                               18,132,575
<ASSETS-OTHER>                                 161,928
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                              42,811,706
<PAYABLE-FOR-SECURITIES>                     1,510,313
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                   17,268,504
<TOTAL-LIABILITIES>                         18,778,817
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                    23,129,002
<SHARES-COMMON-STOCK>                        2,849,099
<SHARES-COMMON-PRIOR>                                0
<ACCUMULATED-NII-CURRENT>                        (292)
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                        261,305
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                       642,877
<NET-ASSETS>                                24,032,889
<DIVIDEND-INCOME>                               16,782
<INTEREST-INCOME>                              118,826
<OTHER-INCOME>                                       0
<EXPENSES-NET>                                 136,903
<NET-INVESTMENT-INCOME>                          (295)
<REALIZED-GAINS-CURRENT>                       261,305
<APPREC-INCREASE-CURRENT>                      642,877
<NET-CHANGE-FROM-OPS>                          903,887
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                            0
<DISTRIBUTIONS-OF-GAINS>                             0
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                      3,340,357
<NUMBER-OF-SHARES-REDEEMED>                    491,258
<SHARES-REINVESTED>                                  0
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<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                188,058
<AVERAGE-NET-ASSETS>                        18,692,777
<PER-SHARE-NAV-BEGIN>                             8.00
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<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                               8.44
<EXPENSE-RATIO>                                   1.87


</TABLE>


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